Infinite time interval RBSDEs with non-Lipschitz coefficients

被引：0
|
作者：
Weiwei Hua
Long Jiang
Xuejun Shi
机构：
[1] China University of Mining and Technology,College of Science
来源：
Journal of the Korean Statistical Society | 2013年 / 42卷
关键词：
RBSDEs; Infinite time interval; Non-Lipschitz; Existence and uniqueness; primary 60H10; secondary 37H10;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
This paper aims at solving infinite horizon reflected backward stochastic differential equations (RBSDEs) under weak assumptions. We obtain a more general existence and uniqueness theorem about the solutions to RBSDEs with non-Lipschitz generators.
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页码：247 / 256
页数：9
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